+3,667.8%
STRL vs BB
+23.8%
+3,644.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -0.9% | +2.7% |
| 7D | -26.9% | +3.8% | -30.7% | -27.6% |
| 30D | -52.7% | -0.3% | -52.3% | -52.8% |
| 3M | -52.8% | -0.5% | -52.4% | -53.1% |
| 6M | -71.5% | +45.9% | -117.4% | -73.6% |
| YTD | -17.4% | +130.6% | -148.0% | -29.8% |
| 1Y | -35.0% | +89.2% | -124.1% | -42.8% |
| 3Y | +239.2% | +137.5% | +101.7% | +176.3% |
| 5Y | +830.2% | -20.9% | +851.1% | +761.5% |
| All | +3,667.8% | +23.8% | +3,644.0% | +2,373.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling